parameter_estimation_algorithm.hpp
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00001 /*
00002  *    This file is part of ACADO Toolkit.
00003  *
00004  *    ACADO Toolkit -- A Toolkit for Automatic Control and Dynamic Optimization.
00005  *    Copyright (C) 2008-2014 by Boris Houska, Hans Joachim Ferreau,
00006  *    Milan Vukov, Rien Quirynen, KU Leuven.
00007  *    Developed within the Optimization in Engineering Center (OPTEC)
00008  *    under supervision of Moritz Diehl. All rights reserved.
00009  *
00010  *    ACADO Toolkit is free software; you can redistribute it and/or
00011  *    modify it under the terms of the GNU Lesser General Public
00012  *    License as published by the Free Software Foundation; either
00013  *    version 3 of the License, or (at your option) any later version.
00014  *
00015  *    ACADO Toolkit is distributed in the hope that it will be useful,
00016  *    but WITHOUT ANY WARRANTY; without even the implied warranty of
00017  *    MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
00018  *    Lesser General Public License for more details.
00019  *
00020  *    You should have received a copy of the GNU Lesser General Public
00021  *    License along with ACADO Toolkit; if not, write to the Free Software
00022  *    Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA  02110-1301  USA
00023  *
00024  */
00025 
00026 
00034 #ifndef ACADO_TOOLKIT_PARAMETER_ESTIMATION_ALGORITHM_HPP
00035 #define ACADO_TOOLKIT_PARAMETER_ESTIMATION_ALGORITHM_HPP
00036 
00037 
00038 #include <acado/utils/acado_utils.hpp>
00039 #include <acado/matrix_vector/matrix_vector.hpp>
00040 #include <acado/variables_grid/variables_grid.hpp>
00041 #include <acado/ocp/ocp.hpp>
00042 #include <acado/nlp_solver/nlp_solver.hpp>
00043 #include <acado/optimization_algorithm/optimization_algorithm.hpp>
00044 
00045 
00046 BEGIN_NAMESPACE_ACADO
00047 
00048 
00059 class ParameterEstimationAlgorithm : public OptimizationAlgorithm {
00060 
00061     //
00062     // PUBLIC MEMBER FUNCTIONS:
00063     //
00064     public:
00065 
00067         ParameterEstimationAlgorithm();
00068 
00070         ParameterEstimationAlgorithm( const OCP& ocp_ );
00071 
00073         ParameterEstimationAlgorithm( const ParameterEstimationAlgorithm& arg );
00074 
00076         virtual ~ParameterEstimationAlgorithm( );
00077 
00079         ParameterEstimationAlgorithm& operator=( const ParameterEstimationAlgorithm& arg );
00080 
00081 
00082 
00087         returnValue getParameterVarianceCovariance( DMatrix &pVar );
00088 
00089 
00094         returnValue getDifferentialStateVarianceCovariance( DMatrix &xVar );
00095 
00096 
00101         returnValue getAlgebraicStateVarianceCovariance( DMatrix &xaVar );
00102 
00103 
00108         returnValue getControlCovariance( DMatrix &uVar );
00109 
00110 
00115         returnValue getDistubanceVarianceCovariance( DMatrix &wVar );
00116 
00117 
00122         returnValue getVarianceCovariance( DMatrix &var );
00123 
00124 
00125 
00126 
00127     //
00128     // PROTECTED MEMBER FUNCTIONS:
00129     //
00130     protected:
00131 
00132         virtual returnValue initializeNlpSolver(        const OCPiterate& _userInit
00133                                                                                                         );
00134 
00135         virtual returnValue initializeObjective(        Objective* F
00136                                                                                                         );
00137 
00138 
00139     //
00140     // DATA MEMBERS:
00141     //
00142     protected:
00143 
00144 
00145 };
00146 
00147 
00148 CLOSE_NAMESPACE_ACADO
00149 
00150 
00151 
00152 #include <acado/optimization_algorithm/parameter_estimation_algorithm.ipp>
00153 
00154 
00155 #endif  // ACADO_TOOLKIT_PARAMETER_ESTIMATION_ALGORITHM_HPP
00156 
00157 /*
00158  *   end of file
00159  */


acado
Author(s): Milan Vukov, Rien Quirynen
autogenerated on Sat Jun 8 2019 19:38:15